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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+0.36%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$51.2B
AUM Growth
+$1.5B
Cap. Flow
+$1.8B
Cap. Flow %
3.51%
Top 10 Hldgs %
12.6%
Holding
4,130
New
182
Increased
2,226
Reduced
1,541
Closed
156

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$222M
2
VNQ icon
Vanguard Real Estate ETF
VNQ
+$80.1M
3
IWB icon
iShares Russell 1000 ETF
IWB
+$51.3M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$40.5M
5
MSFT icon
Microsoft
MSFT
+$39.9M

Top Sells

Rank Stock Value
1
FTSM icon
First Trust Enhanced Short Maturity ETF
FTSM
+$77.8M
2
LO
LORILLARD INC COM STK
LO
+$65.3M
3
VGK icon
Vanguard FTSE Europe ETF
VGK
+$47.7M
4
AMX icon
America Movil
AMX
+$47.4M
5
RGP
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
+$27.3M

Sector Composition

Rank Sector Weight
1 Financials 13.58%
2 Healthcare 13.18%
3 Technology 12.66%
4 Industrials 8.85%
5 Consumer Discretionary 8.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MMM icon
51
3M
MMM
$90.8B
$167M 0.33%
1,294,808
+48,461
+4% +$6.5M
ESRX
52
DELISTED
Express Scripts Holding Company
ESRX
$166M 0.32%
1,870,035
+30,272
+2% +$2.64M
RTX icon
53
RTX Corp
RTX
$289B
$166M 0.32%
2,377,819
+39,590
+2% +$2.9M
MDT icon
54
Medtronic
MDT
$110B
$157M 0.31%
2,119,056
-118,745
-5% -$9.07M
BA icon
55
Boeing
BA
$175B
$154M 0.3%
1,109,125
+147,637
+15% +$21.5M
SBUX icon
56
Starbucks
SBUX
$121B
$150M 0.29%
2,801,722
+54,888
+2% +$2.78M
COST icon
57
Costco
COST
$423B
$150M 0.29%
1,109,630
+55,938
+5% +$8.04M
WBA
58
DELISTED
Walgreens Boots Alliance
WBA
$147M 0.29%
1,738,213
+89,272
+5% +$7.7M
GS icon
59
Goldman Sachs
GS
$302B
$147M 0.29%
702,836
+42,647
+6% +$8.69M
LLY icon
60
Eli Lilly
LLY
$1.03T
$146M 0.28%
1,743,377
-18,812
-1% -$1.43M
AIG icon
61
American International
AIG
$41.8B
$145M 0.28%
2,345,799
+174,931
+8% +$10.3M
TWX
62
DELISTED
Time Warner Inc
TWX
$141M 0.27%
1,608,438
+67,715
+4% +$5.78M
UNP icon
63
Union Pacific
UNP
$172B
$140M 0.27%
1,468,340
-27,126
-2% -$2.83M
ELV icon
64
Elevance Health
ELV
$81.6B
$139M 0.27%
848,158
+19,768
+2% +$3.16M
TXN icon
65
Texas Instruments
TXN
$255B
$137M 0.27%
2,660,320
+54,889
+2% +$3.03M
MDLZ icon
66
Mondelez International
MDLZ
$80.5B
$136M 0.27%
3,301,413
+27,179
+0.8% +$1.07M
HON icon
67
Honeywell
HON
$76.7B
$135M 0.26%
1,477,314
+39,734
+3% +$3.71M
ABT icon
68
Abbott
ABT
$183B
$135M 0.26%
2,755,961
+138,278
+5% +$6.64M
HPQ icon
69
HP
HPQ
$24.6B
$135M 0.26%
9,869,450
+411,979
+4% +$6.12M
TGT icon
70
Target
TGT
$65.6B
$133M 0.26%
1,631,607
+205,268
+14% +$16.6M
DTV
71
DELISTED
DIRECTV COM STK (DE)
DTV
$131M 0.26%
1,412,893
+64,828
+5% +$5.86M
EBAY icon
72
eBay
EBAY
$50.4B
$126M 0.25%
4,951,565
+194,937
+4% +$4.86M
LOW icon
73
Lowe's Companies
LOW
$118B
$123M 0.24%
1,841,750
+121,696
+7% +$8.68M
KR icon
74
Kroger
KR
$35.4B
$120M 0.23%
3,299,014
+6,228
+0.2% +$226K
AXP icon
75
American Express
AXP
$228B
$119M 0.23%
1,529,006
+44,278
+3% +$3.51M
1 2
3
4 5

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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Parametric Portfolio Associates's Q2 2015 Portfolio in Review

As of Q2 2015, Parametric Portfolio Associates held 4,130 positions worth $51.2B, up 3% from $49.7B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Parametric Portfolio Associates deployed $1.8B of net new capital in Q2 2015, opening 182 new positions and adding to 2,226 existing holdings. Its largest new stake was First Trust Financials AlphaDEX Fund: 1,229,951 shares worth $29.2M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 13% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was America Movil, an estimated $47.4M trimmed.

  • Parametric Portfolio Associates's largest Q2 2015 buy was First Trust Financials AlphaDEX Fund: 1,229,951 shares worth $29.2M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q2 2015, an estimated $222M increase.
  • Parametric Portfolio Associates's biggest Q2 2015 reduction was America Movil, cutting an estimated $47.4M.
  • Parametric Portfolio Associates fully exited First Trust Enhanced Short Maturity ETF in Q2 2015, selling an estimated $77.8M.
  • Parametric Portfolio Associates's ten largest holdings make up 13% of its $51.2B portfolio in Q2 2015.
  • Parametric Portfolio Associates opened 182 new positions and closed 156 in Q2 2015.
  • Parametric Portfolio Associates's portfolio value rose 3% quarter-over-quarter to $51.2B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2015, filed 14 Aug 2015.